Buy a specific day

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  • #224182 quote
    AragornaAragorna
    Participant
    Average
    Hi, I’m doing a simple strategy, just to verify how a ticket like Soybean ZS behave buying at first hour of day and selling last hour. DEFPARAM CumulateOrders=false OrarioInizioGiorno=000000 OrariofineGiorno=200000 TIMEFRAME(1 hour,default) IF (DayOfWeek = KK) and time=OrarioInizioGiorno THEN buy 1 shares AT MARKET ENDIF IF time=OrariofineGiorno THEN sell 1 shares AT MARKET ENDIF   KK goes from 1 to 5. it works until 2015 and nothing more after. any idea why? thank’s in advance for your answer.   Alessio
    #224197 quote
    robertogozzirobertogozzi
    Moderator
    Legend
    Will you please attach the ITF file?
    #224211 quote
    JSJS
    Participant
    Master

    Hi,

    I think that over time the trading hours have been adjusted, when you use the correct trading hours the system works…

    (Remember that the position is opened on the OPEN of the next bar… an hour later)

    DEFPARAM CumulateOrders=false
    
    TimeFrame(1 Hour, default)
    OrarioInizioGiorno = 020000
    OrariofineGiorno = 190000
    
    IF DayOfWeek=1 and NOT OnMarket and OpenTime=OrarioInizioGiorno THEN
    BUY 1 contract AT MARKET
    ENDIF
    
    IF OnMarket and OpenTime=OrarioFineGiorno THEN
    SELL AT MARKET
    ENDIF
    Scherm­afbeelding-2023-11-23-om-17.15.31.png Scherm­afbeelding-2023-11-23-om-17.15.31.png
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Buy a specific day


ProOrder: Automated Strategies & Backtesting

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Aragorna @aragorna Participant
Summary

This topic contains 2 replies,
has 3 voices, and was last updated by JSJS
2 years, 10 months ago.

Topic Details
Forum: ProOrder: Automated Strategies & Backtesting
Language: English
Started: 11/23/2023
Status: Active
Attachments: 1 files
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